+7.8%
HD vs CL
+43.3%
-35.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +6.4% | +5.9% | +0.4% | +3.8% |
| 30D | +22.1% | +13.8% | +8.3% | +15.6% |
| 3M | -0.2% | +6.4% | -6.6% | -2.8% |
| 6M | +12.6% | +15.6% | -3.0% | +5.6% |
| YTD | +3.9% | +27.9% | -24.0% | -6.6% |
| 1Y | -3.7% | +31.4% | -35.1% | -14.5% |
| 3Y | +27.9% | +41.4% | -13.5% | +7.0% |
| 5Y | +7.8% | +42.8% | -35.0% | -7.7% |
| All | +7.8% | +43.3% | -35.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling